ok, i have good news for you.
When you add a veth device to the bridge manually it (veth101.0 interface) is already in the UP state.
At the same time when the script /etc/vz/veth.bridge.addif runs veth101.0 is still down cause avahi-daemon hasn't brought it UP yet. Thus brctl adds downed interface into the bridge and that's why veth doesn't work.
To correct this it's enough to add a line to the /etc/vz/veth.bridge.addif:
if [ ! -n "$VZHOSTIF" ]; then
echo "According to $CONFIGFILE VE$VEID has no veth interface configured."
exit 1
fi
+ ifconfig veth${VEID}.0 0
brctl addif dmzbr0 veth${VEID}.0
exit $?